+46.9%
LMT vs HWM
+349.8%
-302.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.4% |
| 7D | -5.6% | -1.8% | -3.9% | -5.4% |
| 30D | +18.4% | -2.7% | +21.0% | +18.6% |
| 3M | +0.6% | -22.7% | +23.3% | +4.0% |
| 6M | +20.6% | -18.9% | +39.5% | +23.6% |
| YTD | +27.0% | +7.1% | +19.9% | +25.3% |
| 1Y | +36.9% | +4.7% | +32.2% | +35.4% |
| 3Y | +46.9% | +345.6% | -298.7% | +25.6% |
| All | +46.9% | +349.8% | -302.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling